Bank of Japan
Financial Markets Department
| Instrument | Amounts of Competitive Bid* |
Amounts of Successful Bid* |
Pro-rata Rate/Yield Spread** /Price Spread*** |
Non-pro- rata Rate/Yield Spread** /Price Spread*** |
Average Successful Bid Rate/Yield Spread** /Price Spread*** |
Allocation on a Pro- rata Basis Rate |
|---|
| Outright purchases of JGBs(residual maturity of more than 1 year and up to 3 years) | 6,070 | 2,752 | -0.005 | -0.001 | 46.3 | |
| Outright purchases of JGBs(residual maturity of more than 3 years and up to 5 years) | 7,929 | 2,752 | 0.000 | 0.002 | 70.3 | |
| Outright purchases of JGBs(residual maturity of more than 5 years and up to 10 years) | 5,296 | 3,005 | -0.010 | -0.007 | 99.4 | |
| Outright purchases of JGBs(residual maturity of more than 10 years and up to 25 years) | 3,135 | 1,351 | 0.015 | 0.015 | 97.3 | |
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation**** | 1,453 | 1,453 | 0.250 | 0.250 | ||
| Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation***** | 10 | 10 | 0.250 | 0.250 |
| * For the case of US Dollar Funds-Supplying Operations against Pooled Collateral, the figures are represented in million U.S. dollars. |
| ** These figures represent the yield spreads in Outright purchases of T-Bills, Outright sales of T-Bills, Outright purchases of JGBs (residual maturity of up to 1 year, more than 1 year and up to 5 years, more than 1 year and up to 3 years, more than 3 years and up to 5 years, more than 5 years and up to 10 years, more than 10 years, more than 10 years and up to 25 years, and more than 25 years). |
| *** These figures represent the price spreads in Outright purchases of JGBs (floating-rate bonds and inflation-indexed bonds) (unit of price spread is yen). |
| **** The securities sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the morning/same-day-start operation were as follows (amount in 100 million yen): 5-year JGB #155 (57); #157 (97); 10-year JGB #361 (582); #367 (560); #378 (70); 20-year JGB #130 (3); 30-year JGB #39 (51); and #62 (33). |
| ***** 10-year JGB #378 was sold through Securities lending facility (Sales of JGSs under repurchase agreements) /offered in the afternoon/same-day-start operation. |